Results 21 to 30 of about 82 (79)
, 1970 The concepts of (Φ, ρ)-invexity have been given by Carsiti,Ferrara and Stefanescu[32]. We consider a second-order dual model associated to a multiobjective programming problem involving support functions and a weak duality result is established under ...
Bandana Priya, Ganesh Kumar Thakur
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Partial Differential Equations in Applied MathematicsIn this paper, we present a Wolfe-type dual model containing the Caputo-Fabrizio fractional derivative, weak and strong duality results, number of Kuhn-Tucker type sufficient optimality conditions and duality results for variational problems (VPs) with ...
Ved Prakash Dubey +3 more
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A note on the existence of the power investor’s optimizer
Incomplete markets, Convex duality, Change of measure, CRRA preferences, 91B28, 90C46, 60G44, G11, D81,
Kasper Larsen
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Refined optimality conditions for differences of convex functions
Diff-convex, Optimality, 90C26, 90C46,
Tuomo Valkonen
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A new augmented Lagrangian approach to duality and exact penalization
Augmented Lagrangian, Augmenting function, Nonconvex problem, Duality, 90C26, 90C46,
C. Lalitha
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On the duality of semiantichains and unichain coverings
, 2016 International audienceWe study a min-max relation conjectured by Saks and West: For any two posets P and Q the size of a maximum semiantichain and the size of a minimum unichain covering in the product P × Q are equal. For positive we state conditions on
Felsner, Stefan +3 more
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Gronwall-type integral inequalities with impulses on time scales
Advances in Difference Equations, 2011 In this article, some Gronwall-type integral inequalities with impulses on time scales are investigated. Our results extend some known dynamic inequalities on time scales, unify and extend some continuous inequalities and their corresponding discrete ...
Kang Ying +4 more
doaj
The lagrange approach to infinite linear programs
Infinite linear programs, convex problems, Lagrange approach, strong duality, 90C46, 90C25, 90C08,
Raquiel López-Martínez +2 more
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Multiobjective optimization problem, Q-(pseudo)invex, Q-convexlike, Weakly efficient solution, Saddlepoint, KKT condition, Weak (strong, converse) duality, Lagrange function, 90C29, 90C46, 47J20,
Jia Chen, Jun Li, Jong Kim, Yeol Cho
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Optimal investments for risk- and ambiguity-averse preferences: a duality approach
Model uncertainty, Ambiguity, Convex risk measures, Optimal investments, Duality theory, 91B28, 90C46, 60G44, G11, D81,
Alexander Schied
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